Systems and Methods for Corporate Share Buyback

1. A computer-implemented method for repurchasing a corporate stock at a price below a Volume Weighted Average Price (VWAP), comprising executing computer program instructions by one or more processors for: determining a VWAP for a trading period; determining that the VWAP of the trading period is greater than a last closing price of the trading period; dividing a mathematical difference between the VWAP and the last closing price by a weighting factor to derive a purchase strength factor, wherein the weighting factor is determined by calculating a plurality of gap values based upon a mathematical difference between an average stock price and a closing price for each of a plurality of prior time periods within a historical trading window of time, identifying a predetermined number of largest gap values from the plurality of gap values, and then averaging the predetermined number of largest gap values to determine the weighting factor; multiplying the purchase strength factor and a predetermined number of shares to derive a buyback number of shares; and generating a request to purchase the buyback number of shares of the corporate stock.

2. The method of claim 1 , wherein the historical trading window of time is greater than one day.

3. The method of claim 1 , wherein multiplying the purchase strength factor and a predetermined number of shares comprises multiplying the purchase strength factor value by a pro rata number of shares to be purchased per trading period.

4. The method of claim 1 , wherein the predetermined number of shares is determined by dividing a total number of shares to be repurchased by a number of trading periods during which the shares can be purchased.

5. The method of claim 4 , wherein the trading period is less than one day.

6. A system for repurchasing a corporate stock at a price below a Volume Weighted Average Price (VWAP), the system comprising: a database of historical trading data relating to the corporate stock; and a micro-controller configured for executing computer-executable instructions for performing a repurchase program for the corporate stock, and wherein the micro-controller receives a feed of real-time trade data for a plurality of trading periods relating to the corporate stock and has access to the database, the computer-executable instructions performing the steps of: determining a VWAP for a trading period; determining that the VWAP of the trading period is greater than a last closing price of the trading period; dividing a mathematical difference between the VWAP and the last closing price by a weighting factor to derive a purchase strength factor, wherein the weighting factor is determined by calculating a plurality of gap values based upon a mathematical difference between an average stock price and a closing price for each of a plurality of prior time periods within a historical trading window of time, identifying a predetermined number of largest gap values from the plurality of gap values, and then averaging the predetermined number of largest gap values to determine the weighting factor; multiplying the purchase strength factor and a predetermined number of shares to be purchased per trading period to derive a buyback number of shares; and generating a request to purchase the buyback number of shares of the corporate stock.

7. The system of claim 6 , wherein the at least a portion of the database of historical trading data comprises historical trading data greater than one day.

8. The system of claim 6 , wherein multiplying the purchase strength factor and a predetermined number of shares comprises multiplying the purchase strength factor by the predetermined number of shares.

9. The system of claim 6 , wherein the predetermined number of shares is determined by dividing a total number of shares to be repurchased by a number of trading periods during which the shares can be purchased.

10. The system of claim 9 , wherein the trading periods are less than one trading day.